Dynamic dependence of futures basis between the Chinese and international grains markets
Hao Wang, Yizhe Dong, Mingli Sun, Baofeng Shi, Hao Ji
| Year of publication: |
2024
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|---|---|
| Authors: | Wang, Hao ; Dong, Yizhe ; Sun, Mingli ; Shi, Baofeng ; Ji, Hao |
| Published in: |
Economic modelling. - Amsterdam : Elsevier [u.a.], ISSN 0264-9993, ZDB-ID 2013002-8. - Vol. 130.2024, Art.-No. 106584, p. 1-14
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| Subject: | DCC-GARCH model | Dynamic linkage | Futures basis | Grain market | Multidimensional dependence | Wavelet-vine copula | Getreidemarkt | China | ARCH-Modell | ARCH model | Multivariate Verteilung | Multivariate distribution | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2023.106584 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014451147